Lead, Index Engineer (Quantitative Development)
Core
Develop, prototype, and launch financial indices across various asset classes (fixed income, equities, FX, commodities) using a strategic Python-based platform.
Role type
Lead Index Engineer (Quantitative Development)
Builds
New index products and calculation prototypes for the investment community
Domain
Financial markets / Quantitative finance
Deliverable
production ML models | product features
Required skills
Index construction methodologies, back-testing and optimization, fixed income and asset class knowledge, Python, Excel, quantitative analysis, problem solving
Preferred skills
Optimization, advanced Python technical ability
Responsibilities
Develop calculation prototypes and test cases, perform test calculations and reconciliation, analyze and implement indices onto the platform, create and review index methodologies, provide compliance guidance, support operation team in launching indices
Seniority
Senior, hands-on IC with leadership scope